Main
HOJJATOLLAH SADEQI
Assistant Professor
After receiving my Ph.D. in Public Administration, teaching as Assistant Professor at Yazd University for 11 years, and working as a member of Yazd Research and Technology Fund Board of Directors, I am working on Risk Management,Machine Learning, and Blockchain Technology. I have also worked as a consultant for several theses and dissertations on Finance and Management at the university.
Education
Allameh Tabatabai University
Ph.D. in Public Administration (Comparative and Development Administartion)
Tahran, Iran
2010
Thesis: A game theoretical approach to poilitics-adminitration dichotomy (A study of Iranian public administration)
Imam Sadiq University
(continuous) M.S. in Finance
Tehran, Iran
2005
Thesis: The assumption of constant interest rate and its alternatives in the Black-Scholes model
Academic Experience
Assistant Professor of Finance
Yazd University
Yazd, Iran
2010 - Now
Director-in-Charge
Journal of Business Management Researches
Yazd University, Iran
2019 - Now
Educational Deputy of Economics, Management and Accounting School
Yazd University
Yazd, Iran
2016 - 2019
Head of Department
Department of Accounting and Finance
Yazd University, Iran
2015 - 2016
Member of the Board of Directors
Yazd Research and Technology Fund
Yazd, Iran
2015 - 2017
Head of Department
Department of Business Administration
Yazd University, Iran
2012 - 2014
Member of Entrepreneurship Committee
Yazd University
Yazd, Iran
2013 - 2014
Professional Projects
A flexdashboard of Financial Networks
An R Shiny Application
Yazd University, Iran
2021
A flexdashboard of Portfolio Recommendations
An R Shiny Application
Yazd University, Iran
2021
A GUI to Measure liquidity
An R Shiny Application
Yazd University, Iran
2018
A GUI to Model Financial Spillover
An R Shiny Application
Yazd University, Iran
2018
A GUI for KMV model
An R Shiny Application
Yazd University, Iran
2018
Teaching Experience
Finance
Corporate Finance
Financial Engineering
Financial Mathematics
Financial Econometrics
Risk Mangement
Yazd University, Yazd
2010 - Now
Management
Research Methods
Organization Theory
Quantitative Methods
Yazd University, Yazd
2010 - Now
Selected Publications
A Typology of Financial Networks According to Their Typological Characteristics (A Study of Tehran Stock Exchange)
Financial Engineering and Portfolio Management. 2020 Autumn .319-342
in Persian, Tehran
2020
Hojjatollah Sadeqi, Majid Montasheri.
Physics of Finance as an Interdisciplinary Field: A Critical Approach to the Contributions of Physics to Finance
Critical Studies in Texts and Programs of Human Sciences. 2019 December .93-112
in Persian, Tehran
2019
Hojjatollah Sadeqi.
Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange
Financial Knowledge of Securities Analysis. 2019 Spring .51-69
in Persian, Tehran
2019
Eisa Mahmoodi, Najme Dehqan, Hojjatollah Sadeqi.
Revising the concept of the marketing mix in Iranian bank industry: The application of Glazerian grounded theory approach
Iranian Management Sciences Quarterly. 2019 Summer .54-80
in Persian, Tehran
2019
Babak Banejad, Seyed Mohammad Tabatabaii Nasab, Hojjatollah Sadeqi.
Application of Geometric Brownian motion in prediction of gold price and currency rate
Investment Knowledge. 2020 Summer .251-269
in Persian, Tehran
2018
Hojjatollah Sadeqi, Alireza Varzideh, M Esmaeel Fadaee Nejad.
Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE’s Indices)
Journal of Financial Management Perspevtive. 2018 Autumn.103-128
in Persian, Tehran
2018
Hojjatollah Sadeqi, Moslem Nilchi.
Selection of Optimal Portfolio Using Expert System in Mamdani Fuzzy Environment
Industrial Management Studies. 2018 March.131-151
in Persian, Tehran
2018
Koohbanani Nejad, Darush Frid, Hojjatollah Sadeqi.
Denoising of Financial Time Series Using Wavelet Analysis
Financial Engineering and Portfolio Management. 2017 September.299-315
in Persian, Tehran
2017
Hojjatollah Sadeqi, Zahra Dehghani Firoozababdi.
Codification of Dendrograms Portfolio Based on Euclidean Distance Measure (A Comparison Between Different Methods of Hierarchical Clustering)
Financial Knowledge of Securities Analysis. 2017 March.89-105
in Persian, Tehran
2017
Hojjatollah Sadeqi, Sharife Foroughi.
Monitoring Financial Processes with ARMA-GARCH Model Based on Shewhart Control Chart (Case Study: Tehran Stock Exchange)
IJE TRANSACTIONS B: Applications. 2017 January.270-280
Tehran
2017
Hadi Doroodyan, M Saleh Owlia, Hojjatollah Sadeqi, A Amiri.
The effect of parameter estimation on phase II control chart performance in monitoring financial GARCH processes with contaminated data
Industrial and Systems Engineering. 2017 January.93-108
in Persian, Tehran
2017
Hadi Doroodyan, M Saleh Owlia, Hojjatollah Sadeqi, A Amiri.
Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange Rate)
Asset Management and Financing. 2016 June .77-94
in Persian, Isfahan
2016
Hojjatollah Sadeqi, Saeede Behboodi.
Deviation from Normal Distribution and Its Impact on the Differential Value-at-Risk
Financial Knowledge of Securities Analysis. 2016 June .69-83
in Persian, Teharan
2016
Hojjatollah Sadeqi, Samaneh Dehghan Manshadi.
The Measurement of Risk based on the Criterion of Value at Risk via Model of GARCH (A Study of Stock of Listeَd Companies in Tehran Stock Exchange (TSE) in the Cement Industry)
Financial Management Strategy. 2015 September .149-169
in Persian, Teharan
2015
Tahere Kiani, Darush Farid, Hojjatollah Sadeqi.
Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)
Asset Management and Financing. 2014 March .1-20
in Persian, Isfahan
2014
Hojjatollah Sadeqi, Marzie Shams.
Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)
Asset Management and Financing. 2014 March .1-20
in Persian, Isfahan
2014
Hojjatollah Sadeqi, Marzie Shams.
Evaluating Value at Risk with Using Wavelet Analysis (Case Study: Tehran Stock Exchange)
Financial Management Strategy. 2014 March .97-124
in Persian, Tehran
2014
Hojjatollah Sadeqi, Somayyeh Nazarizade.
Developing a Theoretical Model for Alignment of Production Strategy, Marketing Strategy, and Business Strategy using Grounded Theory (Case study: Pishgamane Kavir Group)
Business Administration Researches. 2014 March .85-106
in Persian, Yazd
2014
Moslem Rezaee, Ali Morovati, Hojjatollah Sadeqi.